Wells Fargo Lead Securities Quantitative Analytics Specialist 

India, Karnataka, Bengaluru 

108167165

In this role, you will:

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• Use quantitative and technological techniques to solve complex business problems
• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
• Resolve issues and achieve goals
• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
• Influence and lead the broader work team to meet deliverables and drive new initiatives
• Lead projects, teams, or serve as a peer mentor
• Collaborate and consult with peers, colleagues, and mid-level to senior managers
• Play an integral role to the trading floor

Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired qualifications:

• 5+ years of C++ development experience where C++ constitutes 80%+ of the development demonstrated through one or a combination of the following: work experience, training, education
• BS or higher in computer science
• Proficient in latest C++ standards (C++17,20,etc)
• Proficient in design patterns

Job Expectations:

• Develop C++ utility and quant library
• Python preferred but optional
• Work in close partnership with model developers, model users, Investment Portfolio technology and other stakeholders
• Perform highly complex activities related to design, development, implementation and documentation tools & infrastructures for quantitative mortgage models and analytics
• Model tests, library development, process automation, analytic framework design, analytic data infrastructure construction and maintenance, and relevant system implementation
• Design and document development best practice process
• Collaborate and consult with model developers, model users, technology experts
• Education/experience in quantitative areas
• Strong analytical skills with high attention to detail and accuracy
• Experience in quantitative computing systems and database development is preferred
• Knowledge in financial products and market and/or counterparty risk

13 Mar 2025

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.